If you want people to really understand your commitment to your cause then immolation is the way to go. The extreme pain and torment of such an act could only be tolerated by someone who has an iron will.

However, does it change things? Probably not. History has many example of people setting themselves on fire, and not many examples of positive change coming from it.

Worse, with there being no afterlife, the person wouldn't get to see the potential good works such an act might produce. So their last moments in life are utter agony for no good reason.

If you are going to kill yourself for a cause, do it with too much hookers and blow. Nothing will change after you are gone, but at least the only burning you will feel is in your genitals, where it belongs.